I just read this thread, and I wanted to say that I'm a big fan of this general type of idea - though the type of act and price point would really sway my actual willingness to attend. I lament all the time that there aren't more "dinner and a something" places, though I think my favorite is dinner and second-run movie.
I like comedy clubs, but the comedy can be hit-or-miss, and they typically have a certain drink minimum without 'real' dinner options. I've been to a murder mystery dinner that we paid a decent amount for (beyond a normal dinner out), and the murder mystery was pretty lame with pretty standard hotel food. I walked away not wanting to recommend it to anyone.
There's a great place in the DC metro area called the Arlington Cinema and Drafthouse that has converted an old movie theater into a comedy-slash-second run theater space. They've taken out maybe every other row of theater seats, and spread out the seats to make room for small cocktail tables at each seat. They serve alcohol and bar-type food. To my mind, their only downfall is that they aren't near a metro station and aren't terribly convenient to cab to from DC proper, but they have $2 second-run movies, (used to have) great wine nights, and good headliner comedians.
http://arlingtondrafthouse.com/drafthouse/
I do have a suggestion: is there any way to do a Minimal Viable Product (MVP) test-run? Can you test the concept and ability to make money with the very minimum investment? I'm thinking renting out a restaurant for a short-term run, or setting up a pop-up location. Even a hotel ballroom could be a good location to test the act, and you'd be able to serve food and alcohol through the hotel's licenses.
Other suggestions: I bet you'd need many different kinds of activities throughout the week - comedy, magic, movies, live music, etc. If you stick to one kind of act, I'm concerned that you'd really quickly run through your target audience before they'd want to come back.
Also, the food needs to be at least above average, but preferably pretty good. I would imagine you'd need a small menu (maybe of tapas or gastro-pub items) of items that could be cooked quickly and in large batches if you plan to get food out to everyone at about the same time.
Good luck! I can't wait to hear more.
Oops - had more suggestions! Maximizing the events throughout the week: a Saturday and Sunday morning ladies movie and champagne brunch; weekday mommy-and-me movies, etc.
